Follow
Antoine Usseglio-Carleve
Antoine Usseglio-Carleve
Avignon Université
Verified email at univ-avignon.fr - Homepage
Title
Cited by
Cited by
Year
Nonparametric extreme conditional expectile estimation
S Girard, G Stupfler, A Usseglio‐Carleve
Scandinavian Journal of Statistics 49 (1), 78-115, 2022
262022
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
S Girard, G Stupfler, A Usseglio-Carleve
The Annals of statistics 49 (6), 3358-3382, 2021
262021
Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
A Usseglio-Carleve
Electronic Journal of Statistics 12 (2), 4057-4093, 2018
222018
On automatic bias reduction for extreme expectile estimation
S Girard, G Stupfler, A Usseglio-Carleve
Statistics and Computing 32 (4), 64, 2022
132022
Quantile predictions for elliptical random fields
V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Journal of Multivariate Analysis 159, 1-17, 2017
112017
Optimal shrinkage for robust covariance matrix estimators in a small sample size setting
K Ashurbekova, A Usseglio-Carleve, F Forbes, S Achard
102021
Functional estimation of extreme conditional expectiles
S Girard, G Stupfler, A Usseglio-Carleve
Econometrics and Statistics 21, 131-158, 2022
72022
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
AA Ahmad, EH Deme, A Diop, S Girard, A Usseglio-Carleve
72020
Spatial Expectile Predictions for Elliptical Random Fields
V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Methodology and Computing in Applied Probability 20 (2), 643-671, 2018
72018
Composite bias‐reduced ‐quantile‐based estimators of extreme quantiles and expectiles
G Stupfler, A Usseglio‐Carleve
Canadian Journal of Statistics 51 (2), 704-742, 2023
42023
An −quantile methodology for estimating extreme expectiles
S Girard, G Stupfler, A Usseglio-Carleve
4*2020
Inference for extremal regression with dependent heavy-tailed data
A Daouia, G Stupfler, A Usseglio-Carleve
The Annals of Statistics 51 (5), 2040-2066, 2023
32023
Spatial quantile predictions for elliptical random fields
V Maume-Deschamps, D Rullière, A Usseglio-Carleve
Journées MAS 2016, 2016
22016
Multivariate expectile-based distribution: properties, Bayesian inference, and applications
J Arbel, S Girard, HD Nguyen, A Usseglio-Carleve
Journal of Statistical Planning and Inference 225, 146-170, 2023
12023
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes
S Girard, T Opitz, A Usseglio-Carleve
12023
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions
A Daouia, G Stupfler, A Usseglio-Carleve
ffhal-03392044v2, 2022
12022
Extreme -quantile Kernel Regression
S Girard, G Stupfler, A Usseglio-Carleve
Advances in Contemporary Statistics and Econometrics: Festschrift in Honor …, 2021
12021
An expectile computation cookbook
A Daouia, G Stupfler, A Usseglio-Carleve
Statistics and Computing 34 (3), 1-37, 2024
2024
Efficient estimation for extreme value regression models of tail risks
J Hambuckers, M Kratz, A Usseglio-Carleve
Japanese Association of Financial Econometrics and Engineering International …, 2023
2023
Analysis of variability in extremes with application in clustering of extreme events
C Yan, S Girard, T Opitz, A Usseglio-Carleve
EVA 2023-13th International Conference on Extreme Value Analysis …, 2023
2023
The system can't perform the operation now. Try again later.
Articles 1–20